TJX Options History — September 2022

In September 2022, TJX traded between $60.53 and $66.84. ATM implied volatility averaged 31.8%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 3.0% (HV 20d: 28.8%). Max pain ranged from $62.00 to $65.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2022-09-26: Highest Volume — 22,621 contracts
  • 2022-09-23: Largest IV spike — 6.7% change
  • 2022-09-30: Highest IV Rank — 57.9%
  • 2022-09-29: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.68$60.53$66.84$63.52$62.35
Max Pain$62.67$62.00$65.00$65.00$62.00
ATM IV31.8%27.8%36.4%29.9%36.4%
Expected Move9.2%7.7%10.6%8.5%10.3%
HV 20d28.8%26.0%32.6%28.3%30.4%
HV 60d29.1%27.9%30.2%29.4%28.3%
IV Rank40.6%24.9%57.9%33.6%57.9%
IV Percentile55.3%35.7%81.7%46.4%81.7%
Term Structure0.1%-0.5%1.2%0.4%-0.0%
VWIV32.0%27.6%37.9%30.7%36.1%
Skew 25d5.9%4.2%7.9%5.3%7.9%
Skew 10d12.3%9.3%16.2%12.3%16.0%
Call IV 25d29.4%26.5%32.8%28.3%32.7%
Put IV 25d35.3%30.7%40.6%33.6%40.6%
Bid-Ask Spread %12.196.8922.977.4711.47
Gamma HHI0.080.070.100.070.08
Net GEX3.7M-2.2M11.4M2.9M3.8M
Net DEX-46.8M-157.5M43.0M-39.1M-31.5M
Net VEX-1.2M-1.3M-1.1M-1.1M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.204.144.140.64
Total Volume7,812.3332,70022,6218,8008,267
Total OI175,152.095155,030185,529176,467182,177

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$63.52$65.0029.9%8.5%28.3%33.6%30.7%5.3%0.4%2.9M-39.1M-1.1M4.147.47N/AN/A1,7117,08995,19281,275
2022-09-02$63.32$65.0030.5%8.7%28.1%36.0%29.6%5.0%0.6%1.9M-29.6M-1.1M1.2412.21N/AN/A1,4541,79695,52784,870
2022-09-06$62.87$62.5031.6%9.1%27.4%40.0%37.9%5.6%0.0%896.5K-9.2M-1.1M1.0813.51N/AN/A4,7245,10891,86880,501
2022-09-07$65.80$62.5029.8%8.7%31.1%32.5%28.2%5.4%0.2%8.7M-118.3M-1.1M0.439.44N/AN/A9,1203,95293,97681,562
2022-09-08$66.16$62.5029.0%8.6%31.1%29.4%30.0%5.5%0.0%10.5M-132.7M-1.1M1.159.76N/AN/A2,2752,61898,64082,654
2022-09-09$66.60$62.5027.8%7.7%30.6%24.9%27.6%4.2%-0.2%11.4M-157.5M-1.1M1.0011.77N/AN/A2,1722,18199,29383,635
2022-09-12$66.84$62.5028.7%8.2%30.0%28.4%28.8%4.6%-0.0%9.7M-142.6M-1.1M1.6312.01N/AN/A2,1203,46595,55978,491
2022-09-13$64.55$62.5029.6%8.7%32.6%31.7%30.5%5.3%1.2%3.7M-59.5M-1.1M0.4312.52N/AN/A8,5133,62896,78080,698
2022-09-14$64.73$62.5029.9%8.6%31.7%32.9%30.6%5.6%0.3%3.0M-56.5M-1.1M0.8311.02N/AN/A1,4801,22499,81482,723
2022-09-15$64.74$62.5029.9%8.6%28.8%32.9%29.9%5.2%0.4%4.4M-75.6M-1.1M1.3422.97N/AN/A2,4653,314100,37783,210
2022-09-16$64.65$62.5030.4%8.7%28.4%35.1%30.3%5.0%-0.1%4.1M-64.7M-1.1M0.8421.03N/AN/A4,6123,889101,40984,120
2022-09-19$65.47$62.5030.5%8.8%27.5%35.4%30.4%5.6%-0.3%4.7M-91.1M-1.1M0.6014.78N/AN/A5,1373,08183,01472,016
2022-09-20$63.86$62.5031.5%9.0%26.7%39.1%32.0%5.7%-0.3%2.5M-43.5M-1.1M1.1511.43N/AN/A3,5234,03886,67574,163
2022-09-21$63.14$62.5032.6%9.4%27.0%43.5%31.6%5.8%-0.5%1.6M-25.3M-1.2M0.9916.62N/AN/A1,3601,34089,35577,345
2022-09-22$62.44$62.5033.1%9.5%27.1%45.2%31.7%5.5%0.1%56.7K4.6M-1.2M1.1410.44N/AN/A2,4112,75389,85978,160
2022-09-23$61.24$62.5035.3%10.1%27.6%53.7%34.2%7.6%-0.0%-2.2M40.1M-1.2M0.546.89N/AN/A4,7432,57291,08080,084
2022-09-26$60.55$62.5035.6%10.4%26.1%55.0%35.9%7.7%0.2%-840.4K43.0M-1.2M0.2011.35N/AN/A18,9123,70988,53776,724
2022-09-27$60.53$62.5035.8%10.4%26.0%55.8%36.6%7.4%-0.1%614.1K30.3M-1.2M0.8911.94N/AN/A4,0123,55499,50477,611
2022-09-28$62.63$62.0034.6%10.1%29.0%51.1%35.6%7.4%-0.2%3.6M-37.0M-1.3M0.518.95N/AN/A4,6392,375100,27478,199
2022-09-29$61.23$62.0036.3%10.6%30.1%57.7%34.1%7.7%0.0%1.8M12.1M-1.3M0.308.38N/AN/A6,7281,995102,61278,631
2022-09-30$62.35$62.0036.4%10.3%30.4%57.9%36.1%7.9%-0.0%3.8M-31.5M-1.3M0.6411.47N/AN/A5,0343,233103,30478,873